EBA欧洲银行-Barclays_2页_76kb

Barclays General Bank Data Summary

1. General Information

• Country Code: GB
• Bank Name: Barclays
• Reporting Date: 2017-12-31
• Reporting Currency: GBP
• Submission Date: 2018-05-04
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2018-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: www.home.barcays/barclays-investor-relations/investor-new

2. Total Exposures

• Counterparty Exposure of Derivatives Contracts: 20,205
• Capped Notional Amount of Credit Derivatives: 13,602
• Potential Future Exposure of Derivative Contracts: 120,382
• Adjusted Gross Value of SFTs: 112,586
• Counterparty Exposure of SFTs: 19,056
• Other Assets: 749,188
• Items subject to a 0% CCF: 148,144
• Items subject to a 20% CCF: 26,203
• Items subject to a 50% CCF: 129,946
• Items subject to a 100% CCF: 17,672
• Regulatory Adjustments: 13,197
• Total Exposures Indicator (Prior to regulatory adjustments): 1,137,719.00

3. Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions:
  • Certificates of deposit: 21
• Unused portion of committed lines extended to other financial institutions: 22,215
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 3,967
  • Senior unsecured debt securities: 7,499
  • Subordinated debt securities: 824
  • Commercial paper: 94
  • Equity securities: 18,540
• Net positive current exposure of SFTs: 11,971
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 10,696
  • Potential future exposure: 44,326
• Intra-Financial System Assets Indicator: 149,049

4. Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 9,894
  • Deposits due to non-depository financial institutions: 70,820
• Unused portion of committed lines obtained from other financial institutions: 0
• Net negative current exposure of SFTs: 21,745
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 14,571
  • Potential future exposure: 48,217
• Intra-Financial System Liabilities Indicator: 165,247

5. Securities Outstanding

• Secured debt securities: 13,945
• Senior unsecured debt securities: 67,999
• Subordinated debt securities: 23,826
• Commercial paper: 1,626
• Certificates of deposit: 25,944
• Common equity: 34,650
• Preferred shares and other subordinated funding: 13,102
• Securities Outstanding Indicator: 181,093

6. Substitutability/Financial Institution Infrastructure Indicators

• Payments made in the reporting year (excluding intragroup payments):
  • Australian dollars (AUD): 427,312
  • Brazilian real (BRL): 835,743
  • Canadian dollars (CAD): 1,015,780
  • Chinese yuan (CNY): 558,835
  • Euros (EUR): 3,815,070
  • British pounds (GBP): 10,874,988
  • Hong Kong dollars (HKD): 988,499
  • Indian rupee (INR): 14,428
  • Japanese yen (JPY): 7,879,085
  • Mexican pesos (MXN): 518,479
  • Swedish krona (SEK): 238,434
  • United States dollars (USD): 11,996,056
• Payments Activity Indicator: 39,162,711

7. Assets Under Custody

• Assets Under Custody Indicator: 101,647

8. Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 19,758
• Debt Underwriting Activity: 225,954
• Underwriting Activity Indicator: 245,712

9. Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC derivatives cleared through a central counterparty: 14,453,770
  • OTC derivatives settled bilaterally: 9,946,417
• OTC Derivatives Indicator: 24,400,187

10. Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 135,087
• Available-for-sale securities (AFS): 53,436
• Trading and AFS securities that meet Level 1 assets definition: 74,211
• Trading and AFS securities that meet Level 2 assets definition (with haircuts): 35,305
• Trading and AFS Securities Indicator: 79,007

11. Level 3 Assets

• Level 3 Assets Indicator: 15,699

12. Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total foreign claims on an ultimate risk basis): 667,725

13. Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 515,197
  • Any foreign liabilities to related offices: 165,377
• Local liabilities in local currency (excluding derivatives activity): 145,321
• Cross-Jurisdictional Liabilities Indicator: 495,141